Pages that link to "Item:Q451289"

The following pages link to Testing joint hypotheses when one of the alternatives is one-sided (Q451289):

Displaying 8 items.

• Testing for unit root processes in random coefficient autoregressive models (Q290982) (← links)
• A new unit root test against ESTAR based on a class of modified statistics (Q451481) (← links)
• Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
• A unit root test against globally stationary ESTAR models when local condition is non-stationary (Q1668515) (← links)
• Nonlinear error correction based cointegration test in panel data (Q1782283) (← links)
• Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
• Estimation Under Inequality Constraints: Semiparametric Estimation of Conditional Duration Models (Q3007553) (← links)
• Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← links)